Related papers: Universal Asymptotic Statistics of Maximal Relativ…
This paper studies an approximation method for the log-likelihood function of a nonlinear diffusion process using the bridge of the diffusion. The main result (Theorem \refthm:approx) shows that this approximation converges uniformly to the…
We study anomalous scaling and multiscaling of two-dimensional crack profiles in the random fuse model using both periodic and open boundary conditions. Our large scale and extensively sampled numerical results reveal the importance of…
We discuss recently generated high-temperature series expansions for the free energy and the susceptibility of random-bond q-state Potts models on hypercubic lattices. Using the star-graph expansion technique quenched disorder averages can…
We study a class of close-packed dimer models on the square lattice, in the presence of small but extensive perturbations that make them non-determinantal. Examples include the 6-vertex model close to the free-fermion point, and the dimer…
We consider the problem of testing the mean of high-dimensional data when the dimension may grow without explicit rate restrictions relative to the sample size. The proposed procedure is based on the statistic V_n = n||Xn||^2, which avoids…
Based on the results published recently [J. Phys. A: Math. Theor. 50, 065201 (2017)], the universal finite-size contributions to the free energy of the square lattice Ising model on the $L\times M$ rectangle, with open boundary conditions…
Density estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric and semiparametric density estimation methods have been proposed in the literature. Semiparametric density models are…
Scaling and universality in the Ohmic two-state system is investigated by exploiting the equivalence of this model to the anisotropic Kondo model. For the Ohmic two-state system, we find universal scaling functions for the specific heat,…
We study the model of the totally asymmetric exclusion process with generalized update, which compared to the usual totally asymmetric exclusion process, has an additional parameter enhancing clustering of particles. We derive the exact…
A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation,…
It is shown by Monte Carlo method that the finite size scaling (FSS) holds in the two dimensional random-coupled Ising ferromagnet. It is also demonstrated that the form of universal FSS function constructed via novel FSS scheme depends on…
Edwards--Wilkinson type models are studied in 1+1 dimensions and the time-dependent distribution, P_L(w^2,t), of the square of the width of an interface, w^2, is calculated for systems of size L. We find that, using a flat interface as an…
We solve the problem of estimating the distribution of presumed i.i.d. observations for the total variation loss. Our approach is based on density models and is versatile enough to cope with many different ones, including some density…
We show that in a hierarchical clustering model the low-order statistics of the density and the peculiar velocity fields can all be modelled semianalytically for a given cosmology and an initial density perturbation power spectrum $P(k)$.…
A variety of statistics based on sample spacings has been studied in the literature for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of univariate shape-constrained densities,…
We study the quantum fidelity (groundstate overlap) near quantum phase transitions of the Ising universality class in one dimensional (1D) systems of finite size L. Prominent examples occur in magnetic systems (e.g. spin-Peierls, the…
We introduce $\infty$-dimensional versions of three common models of random hetero-polymers, in which both the polymer density and the density of the polymer-solvent mixture are finite. These solvable models give valuable insight into the…
We use the single-cluster Monte Carlo update algorithm to simulate the Ising model on two-dimensional Poissonian random lattices of Delaunay type with up to 80\,000 sites. By applying reweighting techniques and finite-size scaling analyses…
We propose a methodology for testing linear hypothesis in high-dimensional linear models. The proposed test does not impose any restriction on the size of the model, i.e. model sparsity or the loading vector representing the hypothesis.…
We simulate the spin-1/2 Ising model and the Blume-Capel model at various values of the parameter D on the simple cubic lattice. We perform a finite size scaling study of lattices of a linear size up to L=360 to obtain accurate estimates…